+5,817.1%
CAT vs CNC
+5,537.6%
+279.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.2% | +2.0% |
| 7D | +1.7% | +3.5% | -1.8% | +1.0% |
| 30D | -6.6% | +0.1% | -6.6% | -6.7% |
| 3M | -13.3% | +6.9% | -20.2% | -14.7% |
| 6M | +11.6% | +49.0% | -37.4% | +1.9% |
| YTD | +42.9% | +62.9% | -20.0% | +27.8% |
| 1Y | +95.4% | +134.0% | -38.6% | +61.8% |
| 3Y | +196.6% | +9.4% | +187.2% | +171.3% |
| 5Y | +321.7% | +4.1% | +317.5% | +283.5% |
| 10Y | +1,140.8% | +95.4% | +1,045.4% | +864.4% |
| All | +5,817.1% | +5,537.6% | +279.6% | +2,243.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling